Collocation methods for nonlinear stochastic Volterra integral equations (Q2027681)

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Language	Label	Description	Also known as
English	Collocation methods for nonlinear stochastic Volterra integral equations	scientific article

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scholarly article

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Collocation methods for nonlinear stochastic Volterra integral equations (English)

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Computational and Applied Mathematics

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publication date

28 May 2021

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zbMATH Keywords

collocation methods

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boundedness

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Hölder condition

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solvability

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strong convergence orders

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s40314-020-01353-x

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Numerical solution of Volterra integral and integro-differential equations of convolution type by using operational matrices of piecewise constant orthogonal functions

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A Variable Stepsize Implementation for Stochastic Differential Equations

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A stochastic collocation method for stochastic Volterra equations of the second kind

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Multistep collocation methods for Volterra integral equations

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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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On the existence and uniqueness of solutions of stochastic integral equations of the Volterra type

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Triangular functions (TF) method for the solution of nonlinear Volterra-Fredholm integral equations

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Adaptive numerical approach based upon Chebyshev operational vector for nonlinear Volterra integral equations and its convergence analysis

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A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix

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Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions

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Modified block pulse functions for numerical solution of stochastic Volterra integral equations

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Numerical solution of nonlinear Volterra integral equations of the second kind by using Chebyshev polynomials

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Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

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A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations

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A wavelet-based computational method for solving stochastic Itô-Volterra integral equations

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Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise

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A Multistep Legendre--Gauss Spectral Collocation Method for Nonlinear Volterra Integral Equations

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A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications

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A variable step-size control algorithm for the weak approximation of stochastic differential equations

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Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients

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Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations

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Split-step collocation methods for stochastic Volterra integral equations

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Identifiers

zbMATH Open document ID

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10.1007/s40314-020-01353-x

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Mathematics Subject Classification ID

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zbMATH DE Number

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Mathematics(1 entry)

mardi Publication:2027681

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